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We analyze the spectral properties of large, time-lagged correlation matrices using the tools of random matrix theory. We compare predictions of the one-dimensional spectra, based on approaches already proposed in the literature. Employing…

Mathematical Physics · Physics 2017-07-03 Maciej A. Nowak , Wojciech Tarnowski

In this article we prove a Generalized Asypmtotic Equipartition Property for Networked Data Structures modelled as coloured random graphs. The main techniques in this article remains large deviation principles for suitably defined empirical…

Information Theory · Computer Science 2017-12-19 K. Doku-Amponsah

We propose two new conformity scores for conformal prediction, in a general multivariate regression framework. The underlying score functions are based on a covariance analysis of the residuals and the input points. We give theoretical…

Statistics Theory · Mathematics 2025-06-30 Iain Henderson , Adrien Mazoyer , Fabrice Gamboa

We consider the problem of learning a coefficient vector $x_{0}$ in $R^{N}$ from noisy linear observations $y=Fx_{0}+w$ in $R^{M}$ in the high dimensional limit $M,N$ to infinity with $\alpha=M/N$ fixed. We provide a rigorous derivation of…

Machine Learning · Statistics 2020-02-12 Cédric Gerbelot , Alia Abbara , Florent Krzakala

In a series of two papers, we investigate the large deviations and asymptotic behavior of stochastic models of brain neural networks with random interaction coefficients. In this first paper, we take into account the spatial structure of…

Probability · Mathematics 2017-01-05 Tanguy Cabana , Jonathan Touboul

Motivated by recent problems in mathematical cosmology, in which temporal averaging methods are applied in order to analyze the future asymptotics of models which exhibit oscillatory behavior, we provide a theorem concerning the large-time…

Dynamical Systems · Mathematics 2021-03-03 David Fajman , Gernot Heißel , Jin Woo Jang

We propose a new method of analyzing the asymptotics of moments of certain linear random recurrences which is based on the technique of iterative functions. By using the method, we show that the moments of the number of collisions and the…

Probability · Mathematics 2011-05-11 Alexander Marynych

We study a system of coalescing continuous-time random walks starting from every site on $\mathbb{Z}$, where the jump increments lie in the domain of attraction of an $\alpha$-stable distribution with $\alpha\in(0,1]$. We establish sharp…

Probability · Mathematics 2026-02-02 Jinjiong Yu

We study some properties concerning the asymptotic behavior of solutions to nonautonomous retarded functional differential equations, depending on the knowledge of certain solutions of the associated generalized characteristic equation.

Classical Analysis and ODEs · Mathematics 2010-08-05 Claudio Cuevas , Miguel V. S. Frasson

We introduce a new iterative method for computing solutions of elliptic equations with random rapidly oscillating coefficients. Similarly to a multigrid method, each step of the iteration involves different computations meant to address…

Numerical Analysis · Mathematics 2020-03-31 S. Armstrong , A. Hannukainen , T. Kuusi , J. -C. Mourrat

We prove a general asymptotic decay lemma which is applicable in various contexts. As an example, the general theorem is shown to give lower growth estimates for entire and exterior solutions of the minimal surface equation.

Differential Geometry · Mathematics 2008-06-04 Leon Simon

In this paper we derive a hierarchy of differential equations which uniquely determine the coefficients in the asymptotic expansion, for large $N$, of the logarithm of the partition function of $N \times N$ Hermitian random matrices. These…

Mathematical Physics · Physics 2007-05-23 N. M. Ercolani , K. D. T-R McLaughlin , V. U. Pierce

Recent evidence has shown the existence of a so-called double-descent and even triple-descent behavior for the generalization error of deep-learning models. This important phenomenon commonly appears in implemented neural network…

Machine Learning · Computer Science 2021-10-25 Antoine Bodin , Nicolas Macris

We establish central and non-central limit theorems for sequences of functionals of the Gaussian output of an infinitely-wide random neural network on the d-dimensional sphere . We show that the asymptotic behaviour of these functionals as…

Probability · Mathematics 2026-04-24 Simmaco Di Lillo , Leonardo Maini , Domenico Marinucci

We consider singularly perturbed second order elliptic system in the whole space with fast oscillating coefficients. We construct the complete asymptotic expansions for the eigenvalues converging to the isolated ones of the homogenized…

Spectral Theory · Mathematics 2007-05-30 D. Borisov

In observational studies with time-to-event outcomes, the g-formula can be used to estimate a treatment effect in the presence of confounding factors. However, the asymptotic distribution of the corresponding stochastic process is…

Statistics Theory · Mathematics 2024-04-26 Jasmin Rühl , Sarah Friedrich

This paper is concerned with investigating the asymptotic behavior of the gradients of solutions to a class of elliptic systems with general boundary data, especially covering the Lam\'{e} systems, in a narrow region. The novelty of this…

Analysis of PDEs · Mathematics 2022-04-15 Zhiwen Zhao

Let $\alpha_n(\cdot)=P\bigl(X_{n+1}\in\cdot\mid X_1,\ldots,X_n\bigr)$ be the predictive distributions of a sequence $(X_1,X_2,\ldots)$ of $p$-dimensional random vectors. Suppose $$\alpha_n= \mathcal{N} _p (M_n,Q_n)$$ where…

Statistics Theory · Mathematics 2024-09-17 Samuele Garelli , Fabrizio Leisen , Luca Pratelli , Pietro Rigo

In this paper we present an efficient numerical approach based on the Renormalization Group method for the computation of self-similar dynamics. The latter arise, for instance, as the long-time asymptotic behavior of solutions to nonlinear…

Analysis of PDEs · Mathematics 2016-09-06 Gastao A. Braga , Frederico Furtado , Jussara M. Moreira , Leonardo T. Rolla

For two linear evolution differential equations systems - a normal ordinary differential equations system and a partial differential equations system with Stokes operator in a main part - with rapidly oscillating by time coefficients in a…

Analysis of PDEs · Mathematics 2017-06-20 Valeriy Borisovich Levenshtam , Linh Kop Nguyen , Marat Rashidovich Ishmeev